| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (2) | 100 | 0 | (15) | 0 | (15) | (15) | 0 | 5 |
| 60 | 2 | 10.1 | 75 | 13 | 23 | (15) | (15) | 0 | 7 |
| 120 | 1 | 9.2 | 67 | 11 | 23 | (12) | (15) | 0 | 5 |
| 250 | 4 | 3.5 | 59 | 17 | 60 | (44) | (190) | (2) | 9 |
| 500 | 8 | 5.7 | 64 | 27 | 67 | (44) | (190) | (2) | 12 |
| 760 | 8 | 5.3 | 61 | 24 | 66 | (40) | (190) | (2) | 12 |
| 1260 | 6 | 4.9 | 65 | 19 | 51 | (37) | (190) | (2) | 12 |
| 2520 | 6 | 5.6 | 64 | 21 | 52 | (33) | (190) | (2) | 11 |
| All | 7 | 5.6 | 64 | 21 | 52 | (33) | (190) | (2) | 13 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.7 | 0.5 | 0.2 | 0.2 | 0.2 | 1.1 | 0.2 | 0.7 | 1 | (0.2) | 0.4 | 1 | 6.1 | 4.7 | 65.1 | 33.8 | (1.5) | (1.8) | 0.6 | 0.4 |
| 2017 | 0 | 0.3 | 0.1 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | 10.1 | 75 | 5 | (0.2) | (0.2) | 0.4 | 0.4 |
| 2016 | 1.1 | 0.6 | 0 | 0.1 | 0.6 | 0.6 | 0 | (0.1) | 2.5 | 0.6 | (0.4) | 0.2 | 5.8 | 4.2 | 56.7 | 31 | (1.9) | (1.9) | 0.4 | 0.4 |
| 2015 | 1 | 0 | 0 | 0.4 | 0 | 2 | 1 | 2.6 | 1.7 | (1.5) | 2.5 | 1.9 | 11.6 | 5.9 | 60 | 41 | (1.6) | (2.4) | 0.8 | 0.4 |
| 2014 | 1.5 | 1.1 | 0.9 | 0.3 | 0 | (0.3) | 1 | 0.7 | 0.7 | (0.2) | (0.2) | 3.3 | 8.8 | 7.5 | 67.7 | 33 | (1.6) | (2.1) | 0.8 | 0.4 |
| 2013 | 0 | 0.2 | (0.1) | 0 | 0.1 | 2.7 | 0 | 0.3 | 0.3 | 0.1 | (0.3) | 0.8 | 4.1 | 5.8 | 72.7 | 38 | (0.7) | (1) | 0.4 | 0.4 |
| 2012 | (0.1) | 0.5 | 0.2 | 0.1 | 0.2 | 0.5 | (0.9) | 0.1 | (0.1) | 0.1 | 0.6 | (1.1) | 0.1 | 0.1 | 68.2 | 26 | (1.8) | (1.8) | 0.8 | 0.4 |
| 2011 | 0.6 | (0.4) | 1.1 | 0.1 | (0.2) | 0.3 | 0 | 7.8 | 2.5 | 2.1 | 1.4 | 0.4 | 15.7 | 8.9 | 75.6 | 46 | (0.7) | (0.7) | 0.8 | 0.4 |
| 2010 | 1 | (1.2) | (0.2) | 1.1 | 2.4 | 2.9 | 0.2 | 0.5 | 0 | (0.1) | 1.6 | (0.1) | 8.1 | 8.5 | 63.3 | 32 | (0.8) | (1.4) | 0.8 | 0.4 |
| 2009 | 0 | 0 | 2.6 | 0 | (0.2) | (0.5) | 0.3 | (0.7) | (0.7) | 3.2 | (0.4) | 0.2 | 3.8 | 2.7 | 45.7 | 36 | (0.6) | (2.4) | 0.8 | 0.4 |